/* calculate regression quadratic polynomial coefficients */
void GetCoefficient(double *input, double *output, int dw_num,
int *position, int TOTAL, int total, int length,
int *win_size_forward, int *win_size_backward)
{
int i, j, l, t, d, index, width;
double T0, T1, T2, T3, T4, b[3];
double **Matrix = (double **) malloc(sizeof(double *) * 3);
double *tmpMat = dgetmem(3 * 3);
Boolean boundary_begin = FA, boundary_end = FA;
for (i = 0, j = 0; i < 3; i++, j += 3) {
Matrix[i] = tmpMat + j;
}
for (d = 0; d < dw_num - 1; d++) {
if (MAGIC == TR) {
for (t = 0; t < TOTAL; t++) {
for (l = 0; l < length; l++) {
if (d == 0) {
output[dw_num * length * t + length + l] = magic;
} else if (d == 1) {
output[dw_num * length * t + length * 2 + l] = magic;
}
}
}
}
for (t = 0; t < total; t++) {
T0 = T1 = T2 = T3 = T4 = 0.0;
boundary_begin = boundary_end = FA;
for (i = -win_size_backward[d]; i <= win_size_forward[d]; i++) {
index = t + i;
if (index < 0) {
boundary_begin = TR;
width = (int) (-1.0E30); /* point at infinity */
} else if (index >= total) {
boundary_end = TR;
width = (int) (1.0E30); /* point at infinity */
} else {
width = position[index] - position[t];
}
T0++;
T1 += width;
T2 += pow(width, 2);
T3 += pow(width, 3);
T4 += pow(width, 4);
}
Matrix[0][0] = T0;
Matrix[0][1] = T1;
Matrix[0][2] = T2;
Matrix[1][0] = T1;
Matrix[1][1] = T2;
Matrix[1][2] = T3;
Matrix[2][0] = T2;
Matrix[2][1] = T3;
Matrix[2][2] = T4;
LU(3, Matrix); /* LU decomposition */
for (l = 0; l < length; l++) {
b[0] = 0.0;
b[1] = 0.0;
b[2] = 0.0;
for (i = -win_size_backward[d]; i <= win_size_forward[d]; i++) {
int tmp;
if (t + i < 0) {
tmp = position[0];
width = position[0] - position[t];
} else if (t + i > total) {
tmp = position[total - 1];
width = position[total - 1] - position[t];
} else {
tmp = position[t + i];
width = position[t + i] - position[t];
}
b[0] += input[length * (tmp) + l];
b[1] += width * input[length * (tmp) + l];
b[2] += pow(width, 2) * input[length * (tmp) + l];
}
SOLVE(3, Matrix, b); /* solve linear equation */
if (d == 0) {
/* output static */
output[dw_num * length * position[t] + l] =
input[length * position[t] + l];
/* output delta */
if (boundary_begin == TR && win_size_backward[d] == 1) {
output[dw_num * length * position[t] + length + l]
= (input[length * position[t + 1] + l]
- input[length * position[t] + l])
/ (position[t + 1] - position[t]);
} else if (boundary_end == TR && win_size_forward[d] == 1) {
output[dw_num * length * position[t] + length + l]
= (input[length * position[t] + l]
- input[length * position[t - 1] + l])
/ (position[t] - position[t - 1]);
} else {
output[dw_num * length * position[t] + length + l] = b[1];
}
} else if (d == 1) {
/* output delta-delta */
if (boundary_begin == TR && win_size_backward[d] == 1) {
output[dw_num * length * position[t] + length * 2 + l] = 0.0;
} else if (boundary_end == TR && win_size_forward[d] == 1) {
output[dw_num * length * position[t] + length * 2 + l] = 0.0;
} else {
output[dw_num * length * position[t] + length * 2 + l] =
2 * b[2];
}
}
}
}
}
}
// Returns a pointer to solution array.
int* solve-ls(int A[][], int b[], int ) {
LUP-Decomposition();
int* result = LUP-SOLVE();
return result;
}
